finMath lib documentation
net.finmath.montecarlo.interestrate.products.components

## Interface AbstractNotional

• ### Method Summary

All Methods
Modifier and Type Method and Description
String getCurrency()
Returns the currency string of this notional.
RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)
Calculates the notional at the end of a period, given a period.
RandomVariable getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)
Calculates the notional at the start of a period, given a period.
• ### Method Detail

• #### getCurrency

String getCurrency()
Returns the currency string of this notional.
Returns:
the currency
• #### getNotionalAtPeriodStart

RandomVariable getNotionalAtPeriodStart(AbstractPeriod period,
LIBORModelMonteCarloSimulationModel model)
throws CalculationException
Calculates the notional at the start of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).
Parameters:
period - Period.
model - The model against we are evaluation.
Returns:
The notional for the given period as of period start.
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.
• #### getNotionalAtPeriodEnd

RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period,
LIBORModelMonteCarloSimulationModel model)
throws CalculationException
Calculates the notional at the end of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).
Parameters:
period - Period.
model - The model against we are evaluation.
Returns:
The notional for the given period as of period end.
Throws:
CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.